Refactor and enhance various channel indicators for improved performance and stability

- Updated Codacy instructions to streamline usage guidelines.
- Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series.
- Changed Fcb class to use long for monotonic deques to avoid truncation issues.
- Enhanced Kchannel class to ensure safe defaults for non-finite values.
- Improved Maenv class to prevent double-priming during calculations.
- Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking.
- Updated Pchannel class to correctly reference IsHot state.
- Refined Regchannel class to avoid double-processing during calculations.
- Enhanced Starchannel class to sanitize non-finite values during calculations.
- Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision.
- Updated Ubands class to only update last valid values on new bars.
- Modified Uchannel.Quantower.cs to allow for finer multiplier precision.
- Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths.
- Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths.
- Updated MonotonicDeque to use long for indices to prevent overflow.
- Improved Mdape class to handle zero actual values with a substitute value for error calculation.
- Enhanced Rae class to ensure correct state management during updates.
- Refined Wmape class to simplify the logic for finding last valid actual and predicted values.
- Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.

lib/channels/vwapsd/Vwapsd.Quantower.cs

@@ -31,8 +31,8 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
         Description = "Volume weighted average price with configurable standard deviation bands";
 
         VwapSeries = new("VWAP", Color.Blue, 2, LineStyle.Solid);
-        UpperSeries = new($"Upper (+{NumDevs}σ)", Color.Red, 1, LineStyle.Solid);
-        LowerSeries = new($"Lower (-{NumDevs}σ)", Color.Green, 1, LineStyle.Solid);
+        UpperSeries = new("Upper", Color.Red, 1, LineStyle.Solid);
+        LowerSeries = new("Lower", Color.Green, 1, LineStyle.Solid);
         WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dot);
 
         AddLineSeries(VwapSeries);
@@ -47,9 +47,29 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
     protected override void OnInit()
     {
         vwapsd = new(NumDevs);
+        if (UpperSeries != null)
+        {
+            UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
+        }
+        if (LowerSeries != null)
+        {
+            LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
+        }
         base.OnInit();
     }
 
+    private void UpdateSeriesNames()
+    {
+        if (UpperSeries != null)
+        {
+            UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
+        }
+        if (LowerSeries != null)
+        {
+            LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
+        }
+    }
+
     protected override void OnUpdate(UpdateArgs args)
     {
         var item = HistoricalData[0, SeekOriginHistory.End];

lib/channels/vwapsd/Vwapsd.Tests.cs

@@ -467,22 +467,23 @@ public class VwapsdTests
         double[] upper = new double[5];
         double[] lower = new double[5];
         double[] vwap = new double[5];
+        double[] stdDev = new double[5];
         double[] wrongSize = new double[3];
 
         // NumDevs must be >= MinNumDevs
         Assert.Throws<ArgumentOutOfRangeException>(() =>
             Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
-                upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), 0));
+                upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 0));
 
         // NumDevs must be <= MaxNumDevs
         Assert.Throws<ArgumentOutOfRangeException>(() =>
             Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
-                upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), 6.0));
+                upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 6.0));
 
         // All arrays must be same length
         Assert.Throws<ArgumentException>(() =>
             Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
-                wrongSize.AsSpan(), lower.AsSpan(), vwap.AsSpan(), 1.0));
+                wrongSize.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0));
     }
 
     [Fact]
@@ -493,9 +494,10 @@ public class VwapsdTests
         double[] upper = new double[5];
         double[] lower = new double[5];
         double[] vwap = new double[5];
+        double[] stdDev = new double[5];
 
         Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
-            upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), 1.0);
+            upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0);
 
         foreach (var val in vwap)
         {

lib/channels/vwapsd/Vwapsd.Validation.Tests.cs

@@ -118,10 +118,11 @@ public sealed class VwapsdValidationTests : IDisposable
             double[] spanVwap = new double[bars.Count];
             double[] spanUpper = new double[bars.Count];
             double[] spanLower = new double[bars.Count];
+            double[] spanStdDev = new double[bars.Count];
 
             Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
                 spanUpper.AsSpan(), spanLower.AsSpan(),
-                spanVwap.AsSpan(), numDevs);
+                spanVwap.AsSpan(), spanStdDev.AsSpan(), numDevs);
 
             // Compare last 100 values
             int compareCount = Math.Min(100, bars.Count - 2);

lib/channels/vwapsd/Vwapsd.cs

@@ -337,16 +337,24 @@ public sealed class Vwapsd : AbstractBase
     /// <summary>
     /// Calculates VWAP SD Bands using span arrays.
     /// </summary>
+    /// <param name="price">Source price values (typically HLC3)</param>
+    /// <param name="volume">Volume values</param>
+    /// <param name="upper">Output span for upper band</param>
+    /// <param name="lower">Output span for lower band</param>
+    /// <param name="vwap">Output span for VWAP values</param>
+    /// <param name="stdDev">Output span for standard deviation values</param>
+    /// <param name="numDevs">Number of standard deviations for bands (default 2.0)</param>
     public static void Calculate(
         ReadOnlySpan<double> price,
         ReadOnlySpan<double> volume,
         Span<double> upper,
         Span<double> lower,
         Span<double> vwap,
+        Span<double> stdDev,
         double numDevs = DefaultNumDevs)
     {
         int len = price.Length;
-        if (len != volume.Length || len != upper.Length || len != lower.Length || len != vwap.Length)
+        if (len != volume.Length || len != upper.Length || len != lower.Length || len != vwap.Length || len != stdDev.Length)
         {
             throw new ArgumentException("All spans must have the same length.", nameof(price));
         }
@@ -396,6 +404,7 @@ public sealed class Vwapsd : AbstractBase
             double stdev = Math.Sqrt(variance);
 
             vwap[i] = vwapVal;
+            stdDev[i] = stdev;
             upper[i] = vwapVal + numDevs * stdev;
             lower[i] = vwapVal - numDevs * stdev;
         }